+69.2%
TSM vs SPXL
+41.9%
+27.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | -0.5% |
| 7D | +1.0% | -2.5% | +3.5% | +2.8% |
| 30D | +1.0% | -4.2% | +5.2% | +4.0% |
| 3M | +2.9% | +8.1% | -5.2% | -3.2% |
| 6M | +22.8% | +35.6% | -12.8% | -1.2% |
| YTD | +43.3% | +28.8% | +14.5% | +19.3% |
| 1Y | +69.2% | +39.8% | +29.4% | +31.6% |
| All | +69.2% | +41.9% | +27.2% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SPXL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling